Jack Treynor, one of SQA’s early leaders and a leading contributor to quantitative finance, has passed away. Treynor’s contributions were somewhat unusual in that he wrote important academic papers, while working as an industry practitioner. Over his whole professional life, he uniquely straddled both worlds. Early on in his career, he took some time off from Arthur D Little to do research and he was mentored by Franco Modigliani at MIT. As a result of this work, Treynor was arguably the first to develop the Capital Asset Pricing Model in 1961 and 1962 (work for which he unfortunately was not awarded the Nobel Prize). He himself became a mentor to Fischer Black and completed important research with Black. Jack served as Chair of the Computer Applications Committee of the NYSSA (precursor of the SQA) for 2 years (1968-69, 1969-70). During this same period, he moved from Merrill Lynch to become the editor of the Financial Analyst Journal for many years. It was from this position that Jack played a large role in influencing the direction of practitioner finance, pushing for application of more rigorous methods and helping to usher in a new era on Wall Street where computing and quantitative analysis played a major role. Jack has continued to be active in thinking about finance through the years, giving multiple presentations at the SQA. He was one of a kind and will be sorely missed and fondly remembered.